How do I set up a CRM Mailbox

My admin has created an Exchange Mailbox for me.

Now I wont to add the mailbox into CRM and configure a Queue.

I cannot see the mailbox appear in CRM.  Do I have to add it?

Normally we are adding a user and of course that is failry easy to bring in and configure the mailbox.  I thought the mailbox would just show in the list automatically.  Is that not the case?

The Email Router will be used to sync the emails.  This is CRM 2016.